Find the 20th , 40th, 60th, and 80th percentiles of the standard normal distribution? Solution A percentile (or centile) is the value of a variable below which a certain percent of observations fall. For example, the 20th percentile is the value (or score) below which 20 percent of the observations may be found. Let Z be a standard normal variable. We have to use stat tables here. a) P(X P(X<-t) = 1-0.2=0.80 from tables P(X<0.8) = 0.8 So -t=0.8 implies t=-0.8 b) P(X P(X<-t) = 1-0.4=0.60 from tables P(X<0.25) = 0.6 So -t=0.25 implies t=-0.25 c) SImilarly P(X.